I have a DataFrame using the following code:
import pandas as pd
import numpy as np
index = pd.DatetimeIndex([\'2017-05-04\', \'2017-05-05\', \'2017-05-08\', \
This was definitely a bug, and since two of my teams make heavy use of MultiIndex columns and stacking it was a little scary. Tracked it down in your issue #16323 and made a PR (#16325).
This has already been merged into master and will be part of the 0.20.2 bugfix release, currently scheduled for June 13, 2017.